+103.4%
GLD vs PEP
+2.6%
+100.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -7.0% | +11.8% | -18.8% | -7.3% |
| 3M | -12.4% | +3.7% | -16.0% | -12.4% |
| 6M | -18.0% | -4.3% | -13.7% | -17.8% |
| YTD | -10.5% | +2.1% | -12.6% | -10.2% |
| 1Y | -8.1% | +2.5% | -10.6% | -7.8% |
| 3Y | +97.7% | -5.0% | +102.7% | +98.8% |
| 5Y | +103.4% | +2.9% | +100.6% | +104.8% |
| All | +103.4% | +2.6% | +100.8% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling